IFAS Statistics

Monte Carlo Statistical Methods with R

Course Description

This course is a self-contained entry into Monte Carlo computational techniques. The emphasis on practice is a major feature of this course, which is aimed at graduate students and faculty who need to use simulation methods as a tool to analyze their experiments and/or datasets. The course should appeal to scientists in all fields, given the versatility of these Monte Carlo tools.

The choice of the programming language R as opposed to faster alternatives like Matlab or C, and to more structured constructs like WinBUGS is due to its simplicity and to its versatility.

The course starts with an introduction to R, and then uses R to generate random variables, both standard and nonstandard. We then cover the important topics of Monte Carlo Integration and Optimization, before starting on MCMC (Markov chain Monte Carlo ) techniques such as the Metropolis-Hastings Algorithm and the Gibbs sampler. Throughout the course the techniques are illustrated with many examples and data sets. The course is based on the recent book Introducing Monte Carlo Methods with R, by Christian Robert and George Casella (2009, Springer-Verlag).

Who should come

This workshop is aimed at graduate students and faculty who need to use simulation methods as a tool to analyze their experiments and/or datasets. The course should appeal to scientists in all fields, given the versatility of these Monte Carlo tools.

Instructor

George Casella is Distinguished Professor of Statistics at the University of Florida. He is active in many aspects of statistics including decision theory, statistical confidence, environmental statistics, statistical genomics and the theory and application of Monte Carlo and other computationally-intensive methods. He is a Fellow of the ASA and the Institute of Mathematical Statistics (IMS), has served as Theory and Methods Editor of JASA, Executive Editor of Statistical Science, and is currently Joint Editor of the Journal of the Royal Statistical Society, Series B.

Registration

To register for a workshop please contact Allison Pipkin at apipkin@stat.ufl.edu or 352.392.1946. Cash or check (payable to University of Florida) is accepted; or Department Fund Transfer (E2R).Click here to register for the this workshop online.

Fee

The cost of the workshop is $500 - accept cash or check (payable to University of Florida); or Department Fund Transfer (E2R).

Dates for workshop

The workshop will take place on the following date

Date	Location	Time
08-09, March 2010	Conference room 426 of McCarty Hall, Building C	2 day workshop (8am - 5pm)